Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49133.32 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45071.78 Kr¶

PnL: ---------------------------------------> 15.78 Kr¶

DD now: ---------------------------------> -7.506 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 15:23:42.281971'

Anic Portfolio¶

Today¶

Return: -1.177 %¶

This Week¶

Return: -0.345 %¶

Total portfolio value¶

Return including deposits: 60.85 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.000000 1667.700000 198.700000 13.530000 1468.999998
Orrön Energy 180 -1.840000 2161.800000 118.800000 5.810000 2043.000000
Atrium Ljungberg B 5 -0.450000 990.500000 55.500000 5.940000 935.000000
Sagax B 4 0.620000 902.800000 48.800000 5.710000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -1.100000 829.600000 37.600000 4.750000 792.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
Hexatronic Group 12 -0.290000 998.880000 31.880000 3.300000 966.999996
JM 6 -1.260000 891.000000 27.000000 3.130000 864.000000
Platzer Fastigheter Holding B 12 -3.880000 980.400000 19.400000 2.020000 960.999996
OX2 13 1.290000 967.200000 17.200000 1.810000 949.999999
Bilia A 8 -0.610000 910.400000 10.400000 1.160000 900.000000
Biotage 7 -0.660000 951.300000 10.300000 1.090000 940.999997
HEXPOL B 9 0.180000 1029.600000 8.600000 0.840000 1020.999996
Gränges 9 -1.050000 932.400000 4.400000 0.470000 927.999999
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
BioGaia B 8 -2.100000 930.400000 0.400000 0.040000 930.000000
AcadeMedia 8 -1.480000 400.400000 -1.600000 -0.400000 402.000000
Byggmax Group 33 -2.580000 948.420000 -7.580000 -0.790000 956.000001
Clas Ohlson B 12 -2.130000 963.000000 -10.000000 -1.030000 972.999996
Sedana Medical 93 -5.660000 2511.000000 -10.000000 -0.400000 2521.000011
ASSA ABLOY B 3 -1.500000 768.000000 -11.000000 -1.410000 779.000001
EQT 4 -2.060000 819.200000 -12.800000 -1.540000 832.000000
Alimak Group 11 -0.600000 913.000000 -15.000000 -1.620000 927.999996
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Addnode Group B 11 -0.550000 897.050000 -23.950000 -2.600000 921.000003
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
INVISIO 16 1.110000 3656.000000 -33.000000 -0.890000 3689.000000
SKF B 5 -1.330000 906.000000 -34.000000 -3.620000 940.000000
Indutrade 5 -1.180000 1176.000000 -42.000000 -3.450000 1218.000000
Latour B 4 -0.440000 812.400000 -44.600000 -5.200000 857.000000
Bufab 3 -0.400000 1046.400000 -62.600000 -5.640000 1109.000001
Vitec Software Group B 2 -3.590000 1021.000000 -66.000000 -6.070000 1087.000000
BHG Group 97 -1.900000 1355.090000 -103.910000 -7.120000 1458.999989
Hexagon B 26 -2.950000 3331.900000 -129.100000 -3.730000 3461.000010
TOTAL 45071.780000 15.780000 -7.50565% 45056.000411

Updated:¶

'2023-07-05 15:23:58.828255'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶